{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,23]],"date-time":"2026-01-23T17:44:50Z","timestamp":1769190290704,"version":"3.49.0"},"publisher-location":"Cham","reference-count":20,"publisher":"Springer International Publishing","isbn-type":[{"value":"9783319556987","type":"print"},{"value":"9783319556994","type":"electronic"}],"license":[{"start":{"date-parts":[[2017,1,1]],"date-time":"2017-01-01T00:00:00Z","timestamp":1483228800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017]]},"DOI":"10.1007\/978-3-319-55699-4_30","type":"book-chapter","created":{"date-parts":[[2017,3,21]],"date-time":"2017-03-21T03:56:53Z","timestamp":1490068613000},"page":"494-510","source":"Crossref","is-referenced-by-count":15,"title":["Boosting Moving Average Reversion Strategy for Online Portfolio Selection: A Meta-learning Approach"],"prefix":"10.1007","author":[{"given":"Xiao","family":"Lin","sequence":"first","affiliation":[]},{"given":"Min","family":"Zhang","sequence":"additional","affiliation":[]},{"given":"Yongfeng","family":"Zhang","sequence":"additional","affiliation":[]},{"given":"Zhaoquan","family":"Gu","sequence":"additional","affiliation":[]},{"given":"Yiqun","family":"Liu","sequence":"additional","affiliation":[]},{"given":"Shaoping","family":"Ma","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2017,3,22]]},"reference":[{"key":"30_CR1","doi-asserted-by":"crossref","unstructured":"Agarwal, A., Hazan, E., Kale, S., Schapire, R.E.: Algorithms for portfolio management based on the newton method, ICML 2006, pp. 9\u201316. ACM, New York (2006)","DOI":"10.1145\/1143844.1143846"},{"issue":"1","key":"30_CR2","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1613\/jair.1336","volume":"21","author":"A Borodin","year":"2004","unstructured":"Borodin, A., Elyaniv, R., Gogan, V.: Can we learn to beat the best stock. J. Artif. Intell. Res. 21(1), 579\u2013594 (2004)","journal-title":"J. Artif. Intell. Res."},{"key":"30_CR3","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511546921","volume-title":"Prediction, Learning, and Games","author":"N Cesa-Bianchi","year":"2006","unstructured":"Cesa-Bianchi, N., Lugosi, G.: Prediction, Learning, and Games. Cambridge University Press, New York (2006)"},{"key":"30_CR4","volume-title":"Elements of Information Theory","author":"TM Cover","year":"2012","unstructured":"Cover, T.M., Thomas, J.A.: Elements of Information Theory. Wiley, New York (2012)"},{"issue":"1","key":"30_CR5","doi-asserted-by":"crossref","first-page":"165","DOI":"10.1023\/A:1019271201970","volume":"100","author":"AA Gaivoronski","year":"2000","unstructured":"Gaivoronski, A.A., Stella, F.: Stochastic nonstationary optimization for finding universal portfolios. Ann. Oper. Res. 100(1), 165\u2013188 (2000)","journal-title":"Ann. Oper. Res."},{"key":"30_CR6","volume-title":"Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk","author":"R Grinold","year":"1999","unstructured":"Grinold, R., Kahn, R.: Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. McGraw-Hill Education, New York (1999)"},{"issue":"2","key":"30_CR7","doi-asserted-by":"crossref","first-page":"337","DOI":"10.1111\/j.1467-9965.2006.00274.x","volume":"16","author":"L Gyorfi","year":"2006","unstructured":"Gyorfi, L., Lugosi, G., Udina, F.: Nonparametric kernel-based sequential investment strategies. Math. Financ. 16(2), 337\u2013357 (2006)","journal-title":"Math. Financ."},{"issue":"4","key":"30_CR8","doi-asserted-by":"crossref","first-page":"325","DOI":"10.1111\/1467-9965.00058","volume":"8","author":"DP Helmbold","year":"1998","unstructured":"Helmbold, D.P., Schapire, R.E., Singer, Y., Warmuth, M.K.: On line portfolio selection using multiplicative updates. Math. Financ. 8(4), 325\u2013347 (1998)","journal-title":"Math. Financ."},{"issue":"9","key":"30_CR9","doi-asserted-by":"crossref","first-page":"2480","DOI":"10.1109\/TKDE.2016.2563433","volume":"28","author":"DJ Huang","year":"2016","unstructured":"Huang, D.J., Zhou, J., Li, B., Hoi, S., Zhou, S.: Robust median reversion strategy for online portfolio selection. IEEE Trans. Knowl. Data Eng. 28(9), 2480\u20132493 (2016)","journal-title":"IEEE Trans. Knowl. Data Eng."},{"issue":"3","key":"30_CR10","first-page":"423","volume":"3","author":"A Kalai","year":"2003","unstructured":"Kalai, A., Vempala, S.: Efficient algorithms for universal portfolios. J. Mach. Learn. Res. 3(3), 423\u2013440 (2003)","journal-title":"J. Mach. Learn. Res."},{"issue":"4","key":"30_CR11","doi-asserted-by":"crossref","first-page":"917","DOI":"10.1002\/j.1538-7305.1956.tb03809.x","volume":"35","author":"JL Kelly","year":"1956","unstructured":"Kelly, J.L.: A new interpretation of information rate. Bell Syst. Tech. J. 35(4), 917\u2013926 (1956)","journal-title":"Bell Syst. Tech. J."},{"issue":"2","key":"30_CR12","first-page":"145","volume":"26","author":"G Laszlo","year":"2008","unstructured":"Laszlo, G., Frederic, U., Harro, W.: Nonparametric nearest neighbor based empirical portfolio selection strategies. Stat. Decis. 26(2), 145\u2013157 (2008)","journal-title":"Stat. Decis."},{"issue":"3","key":"30_CR13","first-page":"1","volume":"46","author":"B Li","year":"2014","unstructured":"Li, B., Hoi, S.C.H.: Online portfolio selection: a survey. ACM Comput. Surv. 46(3), 1\u201336 (2014)","journal-title":"ACM Comput. Surv."},{"key":"30_CR14","doi-asserted-by":"crossref","first-page":"104","DOI":"10.1016\/j.artint.2015.01.006","volume":"222","author":"B Li","year":"2015","unstructured":"Li, B., Hoi, S.C.H., Sahoo, D., Liu, Z.: Moving average reversion strategy for on-line portfolio selection. Artif. Intell. 222, 104\u2013123 (2015)","journal-title":"Artif. Intell."},{"issue":"1","key":"30_CR15","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1145\/2435209.2435213","volume":"7","author":"B Li","year":"2013","unstructured":"Li, B., Hoi, S.C.H., Zhao, P., Gopalkrishnan, V.: Confidence weighted mean reversion strategy for online portfolio selection. ACM Trans. Knowl. Disc. Data 7(1), 1\u201338 (2013)","journal-title":"ACM Trans. Knowl. Disc. Data"},{"issue":"3","key":"30_CR16","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1145\/1961189.1961193","volume":"2","author":"B Li","year":"2011","unstructured":"Li, B., Hoi, S.C., Gopalkrishnan, V.: CORN: correlation-driven nonparametric learning approach for portfolio selection. ACM Trans. Intell. Syst. Technol. 2(3), 1\u201329 (2011)","journal-title":"ACM Trans. Intell. Syst. Technol."},{"issue":"2","key":"30_CR17","doi-asserted-by":"crossref","first-page":"221","DOI":"10.1007\/s10994-012-5281-z","volume":"87","author":"B Li","year":"2012","unstructured":"Li, B., Zhao, P., Hoi, S.C.H., Gopalkrishnan, V.: PAMR: passive aggressive mean reversion strategy for portfolio selection. Mach. Learn. 87(2), 221\u2013258 (2012)","journal-title":"Mach. Learn."},{"issue":"2","key":"30_CR18","doi-asserted-by":"crossref","first-page":"175","DOI":"10.1093\/rfs\/3.2.175","volume":"3","author":"AW Lo","year":"1989","unstructured":"Lo, A.W., Mackinlay, A.C.: When are contrarian profits due to stock market overreaction. Rev. Financ. Stud. 3(2), 175\u2013205 (1989)","journal-title":"Rev. Financ. Stud."},{"issue":"1","key":"30_CR19","first-page":"77","volume":"7","author":"H Markowitz","year":"1952","unstructured":"Markowitz, H.: Portfolio selection. J. Financ. 7(1), 77\u201391 (1952)","journal-title":"J. Financ."},{"issue":"4","key":"30_CR20","doi-asserted-by":"crossref","first-page":"323","DOI":"10.1016\/0304-405X(80)90007-0","volume":"8","author":"RC Merton","year":"1980","unstructured":"Merton, R.C.: On estimating the expected return on the market: an exploratory investigation. J. Financ. Econ. 8(4), 323\u2013361 (1980)","journal-title":"J. Financ. Econ."}],"container-title":["Lecture Notes in Computer Science","Database Systems for Advanced Applications"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-55699-4_30","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,20]],"date-time":"2019-09-20T00:49:26Z","timestamp":1568940566000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-55699-4_30"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017]]},"ISBN":["9783319556987","9783319556994"],"references-count":20,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-55699-4_30","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"value":"0302-9743","type":"print"},{"value":"1611-3349","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017]]}}}